Semiparametric estimation of fixed effects panel data single-index model

DOI10.1016/J.SPL.2013.03.005MaRDI QIDQ386304zbMATH OpenOpenAlexFDO

Authors Peng Lai, Heng Lian, Gaorong Li

Publication date 9 December 2013

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2013.03.005

zbMATH Keywords

local linear smoothingtest statistic

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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Cites work

• A nonparametric random effects estimator
• Asymptotic distributions of two ``synthetic data estimators for censored single-index models
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Estimation for a partial-linear single-index model
• Generalized Partially Linear Single-Index Models
• Identifiability of single-index models and additive-index models
• Local Polynomial Mixed-Effects Models for Longitudinal Data
• Nonparametric estimation and testing of fixed effects panel data models
• On completely data-driven bandwidth selection for single-index models
• Optimal smoothing in single-index models
• Panel Data Econometrics
• Partially linear single-index model with missing responses at random
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Profile likelihood estimation of partially linear panel data models with fixed effects
• Semiparametric and Nonparametric Regression Analysis of Longitudinal Data
• Semiparametric estimation of fixed-effects panel data varying coefficient models
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Varying-coefficient single-index model

Cited in

(14)

• Semiparametric single-index panel data models with cross-sectional dependence
• Semi-parametric single-index panel data models with interactive fixed effects: theory and practice
• Statistical inference for single-index panel data models
• Identification and estimation of nonseparable single-index models in panel data with correlated random effects
• Fast efficient estimation and application of partially linear single index model with fixed effects
• Semi-parametric inference for semi-varying coefficient panel data model with individual effects
• Estimation in single-index panel data models with heterogeneous link functions
• A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
• Estimation in partially linear time-varying coefficients panel data models with fixed effects
• Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables
• Estimation of a nonlinear panel data model with semiparametric individual effects
• A semiparametric model for heterogeneous panel data with fixed effects
• The single-index panel data models with heterogeneous link function: mixture approach
• Detection of the symmetry of model errors for partial linear single-index models

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